+2,022.6%
STRL vs SFM
+230.0%
+1,792.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.9% | +2.9% | +5.2% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | -9.2% | -4.4% | -4.9% | -8.7% |
| 3M | -51.0% | +1.5% | -52.6% | -51.4% |
| 6M | +15.8% | +6.5% | +9.3% | +12.4% |
| YTD | +58.9% | +2.2% | +56.7% | +55.0% |
| 1Y | +68.5% | -41.9% | +110.4% | +87.5% |
| 3Y | +485.2% | +106.8% | +378.5% | +411.0% |
| All | +2,022.6% | +230.0% | +1,792.6% | +1,510.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling